Date of Award
Bonnie Van Ness
The purpose of this thesis is to analyze, in context of high frequency trading, potential market manipulation techniques (i.e. market making arbitrage, statistical arbitrage, market structure arbitrage, and directional strategies), and to review the subject from a chronological perspective from the 1960s onward, covering topics not limited to Regulation National Market System, the flash crash of May 6, 2010, and the August 24, 2015 market crash. To date, high frequency trading's effects on the United States market place have been well documented. This thesis will speculate about the true natureâ€”whether adverse or beneficial-- of this fascinating, evolutionary, highly scrutinized topic.
Murray, Quinn H., "A Background and Chronological Take on High Frequency Trading" (2016). Honors Theses. 1247.